+304.3%
JCI vs STLD
+868.9%
-564.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.6% |
| 7D | -9.4% | -11.1% | +1.7% | -5.7% |
| 30D | -13.4% | -4.8% | -8.6% | -11.8% |
| 3M | -12.4% | -14.6% | +2.2% | -7.9% |
| 6M | -5.1% | -7.4% | +2.3% | -3.3% |
| YTD | +13.7% | +32.6% | -18.8% | +2.2% |
| 1Y | +11.4% | +47.3% | -35.9% | -3.5% |
| 3Y | +175.9% | +107.5% | +68.3% | +108.1% |
| 5Y | +98.4% | +268.8% | -170.4% | +18.9% |
| All | +304.3% | +868.9% | -564.6% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling